Optimal dividend payments in the stochastic Ramsey model
DOI10.1016/J.SPA.2010.01.001zbMATH Open1193.91074OpenAlexW2038177333MaRDI QIDQ963030FDOQ963030
Authors: Hiroaki Morimoto 
Publication date: 8 April 2010
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2010.01.001
Recommendations
Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Production theory, theory of the firm (91B38) Optimal stochastic control (93E20)
Cites Work
- Controlling risk exposure and dividends payout schemes: Insurance company example
- Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
- Optimal Consumption in a Growth Model with the Cobb–Douglas Production Function
- Optimization and nonsmooth analysis
- Stochastic differential equations with reflecting boundary conditions
- Title not available (Why is that?)
- Title not available (Why is that?)
- User’s guide to viscosity solutions of second order partial differential equations
- Title not available (Why is that?)
- An Asymptotic Theory of Growth Under Uncertainty
- Title not available (Why is that?)
- Title not available (Why is that?)
- Optimal Financing of a Corporation Subject To Random Returns
- A class of singular stochastic control problems
Cited In (13)
- A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables
- Equilibrium equity price with optimal dividend policy
- Optimal dividend and risk control in diffusion models with linear costs
- Optimal dividend policy and growth option
- Singular stochastic control model for algae growth management in dam downstream
- Dividends and leverage: how to optimally exploit a non-renewable investment
- A Markov decision problem in a risk model with interest rate and Markovian environment
- Optimal dividend payout under stochastic discounting
- Title not available (Why is that?)
- Optimal dividend paying strategy and optimal asset allocation for insurance companies and the numerical solution
- Sustainable growth rate, optimal growth rate, and optimal payout ratio: a joint optimization approach
- Modèles stochastiques de redistribution et certain aspect optimal
- A model of optimal financing decisions in a stochastic framework
This page was built for publication: Optimal dividend payments in the stochastic Ramsey model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q963030)
